Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.456119 0.506721 0.562750 0.629785 0.708334 0.798113 0.909436
2025-01-26 0.396648 0.460693 0.536215 0.633052 0.755725 0.908485 1.117275
2025-02-02 0.356941 0.428885 0.517970 0.638725 0.801948 1.020893 1.347905
2025-02-09 0.322119 0.397467 0.494452 0.632003 0.828344 1.109313 1.564238
2025-02-16 0.297869 0.376176 0.480479 0.634585 0.865965 1.218253 1.836549
2025-02-23 0.270587 0.347722 0.453162 0.613944 0.865176 1.267432 2.023115
2025-03-02 0.245930 0.320480 0.424543 0.587385 0.850463 1.290211 2.167487
2025-03-09 0.233473 0.309128 0.417301 0.591759 0.884968 1.401378 2.512427
2025-03-16 0.227051 0.305700 0.421056 0.613240 0.950600 1.580940 3.063388
2025-03-23 0.218565 0.298436 0.418136 0.623199 0.997148 1.734062 3.618610
2025-03-30 0.209477 0.289516 0.411734 0.626317 1.031228 1.869184 4.191230
2025-04-06 0.199529 0.278555 0.401124 0.620831 1.047735 1.969948 4.719399
2025-04-13 0.186027 0.261593 0.380126 0.595839 1.024155 1.979809 4.995745
2025-04-20 0.179655 0.255433 0.376371 0.601668 1.064442 2.151729 5.922981
2025-04-27 0.174020 0.250058 0.373452 0.608644 1.108308 2.345803 7.094991
2025-05-04 0.166756 0.241589 0.364613 0.603342 1.124321 2.471239 8.106760
2025-05-11 0.161435 0.235981 0.360289 0.606353 1.159785 2.663018 9.642560
2025-05-18 0.153088 0.224904 0.345624 0.587293 1.140334 2.686522 10.336022
2025-05-25 0.144463 0.212976 0.328791 0.562483 1.103860 2.649067 10.659320
2025-06-01 0.140727 0.209112 0.326183 0.566714 1.139864 2.856888 12.830178
2025-06-08 0.139488 0.209396 0.331059 0.587015 1.220285 3.247642 17.166455
2025-06-15 0.136813 0.207045 0.330884 0.596431 1.273960 3.567873 21.911104
2025-06-22 0.133461 0.203341 0.327917 0.599392 1.310572 3.840062 27.209134